STIFFNESS OF ODES

被引:66
作者
HIGHAM, DJ
TREFETHEN, LN
机构
[1] UNIV DUNDEE,DEPT MATH & COMP SCI,DUNDEE DD1 4HN,SCOTLAND
[2] CORNELL UNIV,DEPT COMP SCI,ITHACA,NY 14853
来源
BIT | 1993年 / 33卷 / 02期
关键词
STIFFNESS; STABILITY; PSEUDOSPECTRA;
D O I
10.1007/BF01989751
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
It is argued that even for a linear system of ODEs with constant coefficients, stiffness cannot properly be characterized in terms of the eigenvalues of the Jacobian, because stiffness is a transient phenomenon whereas the significance of eigenvalues is asymptotic. Recent theory from the numerical solution of PDEs is adapted to show that a more appropriate characterization can be based upon pseudospectra instead of spectra. Numerical experiments with an adaptive ODE solver illustrate these findings.
引用
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页码:285 / 303
页数:19
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